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Some Practical Considerations in Connection with the Calculation of Stop-Loss Premiums
jd. Obviously, X = dNt + 2dN2 + 3dNs + . . . . (17) Also, it is well known that Ni has a Poisson distribution ... 8. . 9. . 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20. P( F l, a)/ P( F, a) d~2 d-~ ...- Authors: Hans U Gerber, Donald A Jones, Harry H Panjer, Application Administrator
- Date: Oct 1976
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance; Modeling & Statistical Methods
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Models for the Distribution of Aggregate Claims in Risk Theory
n = 1, 2, (14) becomes E{X(t)} = E{N(t)IE{ Y} (17) and E{X(t) 2} = E{N(t)'2'}[E{ Y}]" + E{N(t)}E{ ... density function (p.d.f.) is O(s) = ix/(it + s). (17) Thus, using (2.13) and (12) for the binomial-exponential ...- Authors: Harry H Panjer, Elias Shiu, Gordon E Willmot
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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AIDS: Survival Analysis of Persons Testing HIV+
6 45 9 15 14 10 5 53 2 4 14 4 0* 24 18 30 51 17 15 131 C) Percentage of Patients Observed Whose ... Observation Period 3-6 months 10% 11% 14% 0% 67% 17% 6-12 months 43% 56% 39% 10% 67% 37% 12-24 months ...- Authors: Beda Chan, Mark Evans, Harry H Panjer, Elias Shiu, J. C. Smith
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Morbidity
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Conditional Stochastic Interest Rate Models in Life Contingencies
and (2) reduce to 1T F ~t = 202 {G(t) - H(t)} (17) ~t and (~t +~s)TF(~t +~s ) = 20212{G(t) - H(t)} ... 2o2G(t) and 2o2{2G(t) + 2G(s) - G( I t - s [ )} for (17) and (18) respect ive ly . The d i f fe rence ...- Authors: Harry H Panjer, UNKNOWN David Bellhouse
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
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AIDS: Some Aspects of Modeling the Insurance Risk
detail. In comprehensive survey papers, /sham [17] and Anderson [1] discuss mathematical models of ... for convenience. Following the notation of Isham [17], we let a fixed population (or subpopulation) of ...- Authors: Fung-Yee F Chan, Michael Cowell, Harry H Panjer
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Axiomatic Characterization of Insurance Prices
for Y should be greater than the price for X. 17 Besides the concept of monotonicity, another ... transforms, Insurance: Mathematics and Economics, 17, 43-54. Wang, S. (1996a). Premium calculation by ...- Authors: Harry H Panjer, Virginia Ruth Young, Shaun Wang
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics>Financial economics; Modeling & Statistical Methods
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U.S. General Population Projected AIDS Mortality Rates
Calendar I A.ained Age in 1986 Ytar 13 ~4 1~ ~6 17 18 19 20 21 T ~ " 23 24 25 2~ 27 28 29 L 30 1986 ... 15 . . . . . . . . . . 16 . . . . . . . . . . 17 . . . . . . . . . . 18 . . . . . . . . . . 19 ...- Authors: Application Administrator, Daniel Case, Michael Cowell, John B Dinius, Walter H Hoskins, Donald B Maier, Richard W Mathes, Harry H Panjer, Thomas W Reese, Paul J Sulek, Harry A Woodman, Michael L Zurcher
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Mortality
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A Probabilistic Model for Life Contingencies and a Delta-Free Approach to Contingency Reserves
A Probabilistic ... t'. Since E[Lv] = 0, Coy (L,, Lv) = E[L,L,,I. (17) Because of the iterative rule, this is E[E[LtLv ... 0.0 77.55 70.22 63.10 57.75 54.21 51 64 50 17 49 22 48 65 48 63 49 43 50 22 50 97 51 82 ...- Authors: Gottfried O Berger, Hans U Gerber, Harry H Panjer
- Date: Oct 1976
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession>Professional development; Annuities>Reserves - Annuities; Life Insurance>Reserves - Life Insurance
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An Analysis of Loss Reserves in Canada
An Analysis of Loss Reserves in Canada This paper investigates the accuracy of loss reserves by comparing ... in this paper come from the annual statements of 17-1 property and casualty insurers in Canada. The ...- Authors: Robert Brown, Harry H Panjer
- Date: Jan 1991
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability>Health insurance
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A Multirisk Stochastic Process
410941 0.029626 CPU time, 468.9470 seconds TABLE 17 R = 0.0400; ~i = 0.03922071; T = 10 ~r/M" A ... Smaller values of /~ can be handled with the tables in [17[. The tables in [6] give probabilities of not exceeding ...- Authors: John A Beekman, Harry H Panjer, UNKNOWN David Bellhouse, Clinton P Fuelling
- Date: Oct 1978
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Stochastic models